+29.3%
OWL vs FHN
+128.3%
-99.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.2% |
| 7D | -11.9% | -0.8% | -11.1% | -11.6% |
| 30D | -13.7% | -2.6% | -11.1% | -12.9% |
| 3M | +12.3% | +0.8% | +11.4% | +11.6% |
| 6M | +15.0% | +9.2% | +5.8% | +10.8% |
| YTD | -25.7% | +5.1% | -30.8% | -27.4% |
| 1Y | -39.5% | +12.2% | -51.7% | -42.5% |
| 3Y | +0.9% | +132.4% | -131.5% | -22.8% |
| 5Y | -16.5% | +91.1% | -107.6% | -32.2% |
| All | +29.3% | +128.3% | -99.0% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling